Dimitrios Thomakos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nearest neighbor forecasting using sparse data representation	2022-10-09	Paper
Non-nested model selection based on the quantiles and it's application in time series Communications in Statistics: Theory and Methods	2022-01-19	Paper
Distance-based nearest neighbour forecasting with application to exchange rate predictability IMA Journal of Management Mathematics	2021-07-13	Paper
Forecasting with the Theta Method	2019-04-09	Paper
An improved moving average technical trading rule Physica A	2018-11-13	Paper
Forecasting multivariate time series with the theta method Journal of Forecasting	2018-10-12	Paper
Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities Quantitative Finance	2018-09-19	Paper
Smoothing non-stationary time series using the discrete cosine transform Journal of Systems Science and Complexity	2016-10-20	Paper
A review on singular spectrum analysis for economic and financial time series Statistics and Its Interface	2012-08-18	Paper
Semiparametric smooth transition modeling for nonlinear time series	2006-08-24	Paper
Predicting the direction of a time series	2006-01-23	Paper
Modeling daily realized futures volatility with singular spectrum analysis Physica A	2002-08-21	Paper

Research outcomes over time

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